Machine Learning Engineer - Credit Scoring & Antifraud
MegaFon (OneFactor)
Dec 2025 — PresentRole: Machine Learning Engineer in the risk analytics team, building and deploying credit scoring and antifraud models based on large-scale transactional and telecom data. Results: - Built a custom probability-of-default model for Sber. Tested 22 combinations of custom, generic PD, antifraud and col- lection scores; achieved an OOT Gini of 0.534 versus 0.49-0.50 for generic-score baselines. - Built credit scoring models for T-Bank on an imbalanced sample with different customer segments. Implemented asym- metric and group-aware focal loss objectives in LightGBM; the best model a
